+248.1%
DGX vs ITUB
+220.1%
+28.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | -0.9% | +2.2% | -3.1% | -1.2% |
| 30D | -1.2% | +12.6% | -13.8% | -2.6% |
| 3M | +15.8% | +6.4% | +9.4% | +14.7% |
| 6M | +18.2% | +0.6% | +17.6% | +17.7% |
| YTD | +37.2% | +18.8% | +18.4% | +33.5% |
| 1Y | +30.4% | +31.0% | -0.7% | +25.2% |
| 3Y | +96.7% | +118.1% | -21.4% | +75.9% |
| 5Y | +67.2% | +193.0% | -125.9% | +41.3% |
| All | +248.1% | +220.1% | +28.0% | +182.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ITUB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling